WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 433,889
COMMITMENTS
97,915 79,800 162,007 144,905 147,830 404,827 389,637 29,062 44,252
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -65,500)
2,719 -10,491 -32,741 -34,731 -19,307 -64,753 -62,538 -747 -2,962
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 18.4 37.3 33.4 34.1 93.3 89.8 6.7 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 364)
105 109 141 88 117 280 296
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 16,342
COMMITMENTS
6,829 0 297 8,762 15,635 15,888 15,932 454 410
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 1,073)
720 -300 -3 97 1,176 814 873 259 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.8 0.0 1.8 53.6 95.7 97.2 97.5 2.8 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 0 2 9 19 15 21
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 278,314
COMMITMENTS
74,865 79,034 74,825 101,636 104,707 251,327 258,567 26,987 19,747
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -33,120)
2,379 -6,492 -18,715 -12,804 -6,849 -29,140 -32,056 -3,980 -1,063
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 28.4 26.9 36.5 37.6 90.3 92.9 9.7 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
89 52 79 92 80 218 181
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,748,799
COMMITMENTS
233,766 310,027 457,920 757,675 781,705 1449361 1549652 299,438 199,148
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -324,697)
7,881 -11,184 -180,536 -129,646 -105,635 -302,301 -297,354 -22,396 -27,343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 17.7 26.2 43.3 44.7 82.9 88.6 17.1 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 782)
163 140 184 399 371 658 609
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,448
COMMITMENTS
3,427 164 136 2,117 5,573 5,680 5,873 1,768 1,575
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 6)
486 -6 -160 -58 151 268 -15 -263 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.0 2.2 1.8 28.4 74.8 76.3 78.9 23.7 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
14 3 2 10 10 25 14
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 930,712
COMMITMENTS
118,251 137,767 281,481 460,777 440,429 860,508 859,676 70,204 71,036
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 47,372)
-20,492 40,373 25,739 38,668 -20,388 43,915 45,724 3,456 1,648
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 14.8 30.2 49.5 47.3 92.5 92.4 7.5 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 610)
175 129 206 226 229 505 483
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 552,038
COMMITMENTS
135,139 45,217 141,578 237,628 339,066 514,345 525,861 37,693 26,178
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -2,251)
-3,393 7,313 -12,115 15,443 3,683 -65 -1,118 -2,187 -1,133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 8.2 25.6 43.0 61.4 93.2 95.3 6.8 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332)
111 67 135 94 83 285 244
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,235,027
COMMITMENTS
137,105 186,111 131,952 771,372 756,593 1040428 1074656 194,599 160,371
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -46,501)
11,329 12,898 -70,128 -2,634 4,023 -61,433 -53,207 14,932 6,706
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 15.1 10.7 62.5 61.3 84.2 87.0 15.8 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
40 30 53 89 86 155 147
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,243,792
COMMITMENTS
117,769 464,864 15,755 938,949 670,107 1072473 1150726 171,319 93,066
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 25,934)
9,658 16,497 -4,287 11,657 17,502 17,029 29,712 8,905 -3,779
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 37.4 1.3 75.5 53.9 86.2 92.5 13.8 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
18 19 20 87 74 115 104
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 446,390
COMMITMENTS
71,933 83,759 93,874 233,282 238,519 399,089 416,152 47,301 30,238
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -8,235)
4,057 17,425 -10,034 2,213 -15,839 -3,763 -8,448 -4,471 213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 18.8 21.0 52.3 53.4 89.4 93.2 10.6 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
83 79 97 116 95 254 231
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,136
COMMITMENTS
1,244 1,938 1,015 6,157 6,074 8,416 9,027 1,720 1,109
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -14)
18 -256 56 -157 250 -83 50 69 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 19.1 10.0 60.7 59.9 83.0 89.1 17.0 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
13 11 13 19 16 39 35
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,766,731
COMMITMENTS
781,199 1071580 156,764 2612562 2317738 3550526 3546082 216,206 220,649
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -299,200)
-20,330 -14,541 -136,958 -161,956 -256,407 -319,244 -407,906 20,043 108,706
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 28.4 4.2 69.4 61.5 94.3 94.1 5.7 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 357)
82 39 54 196 146 303 216
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,556,549
COMMITMENTS
706,990 830,088 457,313 2874216 2767991 4038519 4055393 518,030 501,156
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -296,656)
51,365 -5,536 -187,761 -247,451 -175,986 -383,847 -369,283 87,192 72,628
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 18.2 10.0 63.1 60.7 88.6 89.0 11.4 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 390)
76 63 89 223 202 340 313
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 911,269
COMMITMENTS
118,952 99,616 23,582 651,459 618,683 793,993 741,881 117,276 169,388
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 22,930)
523 -17,885 17,988 -8,587 15,844 9,924 15,947 13,006 6,983
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 10.9 2.6 71.5 67.9 87.1 81.4 12.9 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
13 14 12 64 67 82 88
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,886,726
COMMITMENTS
540,566 781,911 314,962 3617419 3388227 4472947 4485099 413,779 401,627
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -78,175)
-2,007 -25,632 -92,152 -60,018 -27,109 -154,176 -144,892 76,001 66,717
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 16.0 6.4 74.0 69.3 91.5 91.8 8.5 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325)
56 48 65 165 170 250 255
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 2,219,852
COMMITMENTS
575,557 263,147 413,353 1186813 1504914 2175723 2181414 44,129 38,438
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 183,332)
47,258 28,274 4,950 130,547 154,344 182,755 187,568 577 -4,236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 11.9 18.6 53.5 67.8 98.0 98.3 2.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
50 27 56 72 71 146 133
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 54,103
COMMITMENTS
20,718 5,296 2,630 21,796 36,848 45,143 44,773 8,960 9,330
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -1,390)
-1,060 -871 740 -1,317 -1,386 -1,638 -1,517 248 128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.3 9.8 4.9 40.3 68.1 83.4 82.8 16.6 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
40 19 10 31 36 75 61
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 108,207
COMMITMENTS
41,435 10,592 5,259 43,592 73,695 90,286 89,547 17,921 18,660
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -2,779)
-2,120 -1,743 1,479 -2,635 -2,771 -3,275 -3,035 496 255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.3 9.8 4.9 40.3 68.1 83.4 82.8 16.6 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
40 19 10 31 36 75 61
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 27,863
COMMITMENTS
1,408 448 0 23,835 25,731 25,243 26,179 2,620 1,684
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -1,935)
-402 -721 0 -1,953 -1,255 -2,355 -1,976 420 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 1.6 0.0 85.5 92.3 90.6 94.0 9.4 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 0 14 11 16 12
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 17,459
COMMITMENTS
11,227 15,531 721 5,225 1,166 17,173 17,418 286 41
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -22)
-205 -14 0 144 0 -61 -14 39 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.3 89.0 4.1 29.9 6.7 98.4 99.8 1.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
20 14 4 5 2 28 17
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 96,325
COMMITMENTS
50,230 7,172 32,786 13,245 53,555 96,261 93,513 64 2,812
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 11,914)
1,239 766 605 10,066 10,151 11,910 11,522 4 392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.1 7.4 34.0 13.8 55.6 99.9 97.1 0.1 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
7 8 3 4 15 13 24
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 58,301
COMMITMENTS
26,225 1,532 29,160 2,913 25,902 58,298 56,594 3 1,707
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 2,871)
-240 85 2,921 197 -149 2,878 2,857 -7 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.0 2.6 50.0 5.0 44.4 100.0 97.1 0.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 6 2 2 10 10 17
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-344601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 51,196
COMMITMENTS
21,553 21,465 29,631 0 0 51,184 51,096 12 100
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 461)
-27 -65 490 0 0 463 425 -2 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.1 41.9 57.9 0.0 0.0 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 15 5 0 0 9 18
Updated December 02, 2019